Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 1 4 6 0 1 21 31
Dealing with the Inventory Risk. A solution to the market making problem 0 1 7 77 7 18 62 231
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 11 53 0 2 24 91
General Intensity Shapes in Optimal Liquidation 0 0 2 25 1 1 7 74
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 1 7 43 2 5 23 84
Market impacts and the life cycle of investors orders 0 0 1 1 1 2 3 3
Optimal Portfolio Liquidation with Limit Orders 1 1 9 65 1 3 24 157
Optimal Portfolio Liquidation with Limit Orders 1 1 2 2 2 5 22 29
Optimal algorithmic trading and market microstructure 1 2 24 175 6 11 53 254
Optimal posting price of limit orders: learning by trading 1 1 4 48 1 2 18 139
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 3 33 2 3 8 57
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 84 0 1 7 154
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 8 55 0 0 18 117
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 2 7 50 0 2 11 71
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 5 49 1 6 13 114
Realtime market microstructure analysis: online Transaction Cost Analysis 1 2 4 32 1 2 8 52
Simulating and analyzing order book data: The queue-reactive model 0 0 4 19 0 1 9 30
Total Working Papers 5 13 104 817 25 65 331 1,688


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 1 6 80 0 2 18 252
Real-time market microstructure analysis: online transaction cost analysis 0 0 3 3 0 2 20 20
Total Journal Articles 0 1 9 83 0 4 38 272


Statistics updated 2015-08-02